carmaHawkes.info-class function

Class for information on the Hawkes process with a CARMA(p,q) intensity

The carmaHawkes.info-class is a class of the yuima package. class

Slots

• p:: Number of autoregressive coefficients.
• q:: Number of moving average coefficients.
• Counting.Process:: Label of Counting process.
• base.Int:: Label of baseline Intensity parameter.
• ar.par:: Label of autoregressive coefficients.
• ma.par:: Label of moving average coefficients.
• Intensity.var:: Label of the Intensity process.
• Latent.var:: Label of the unobserved process.
• XinExpr:: Logical variable. If XinExpr=FALSE, the starting condition of Latent.var is zero otherwise each component of Latent.var has a parameter as a starting point.
• Type.Jump:: Logical variable. If XinExpr=TRUE, the jump size is deterministic

Details

The carmaHawkes.info-class object cannot be directly specified by the user but it is constructed when the yuima.carmaHawkes-class object is constructed via setCarmaHawkes.

Author(s)

The YUIMA Project Team

Contacts: Lorenzo Mercuri lorenzo.mercuri@unimi.it